Qiu, Weiyu
2010-Sep-10 06:34 UTC
[R] covariance matrix structure for random effect in glmmPQL
Dear all,
I'm using R function "glmmPQL" in "MASS" package for
generalized linear mixed model considering the temporal correlations in random
effect. There are 1825 observations in my data, in which the random effect is
called "Date", and there are five levels in "Date", each
repeats 365 times.
When I tried
fit.model1=glmmPQL(y~f1+f2+f3+f4+f5+f6+f7+f8+f9+f10+f11+f12+f13+f14+f15+f16+f17+f18+f19+f20+f21+f22+f23+f24,
family=poisson,random=~1|Date,data=mydata,correlation=corCompSymm(value=0.2,form=~1|Date)),
the model was fitted well. But because of my particular interest, I need to
specify the correlation structure by myself, so I tried the following code,
fit.model2=glmmPQL(y~f1+f2+f3+f4+f5+f6+f7+f8+f9+f10+f11+f12+f13+f14+f15+f16+f17+f18+f19+f20+f21+f22+f23+f24,family=poisson,random=~1|Date,data=mydata,correlation=corSymm(value=B[lower.tri(B)],form=~1|Date)),
where B is a 365*365 correlation matrix that's specified by me. Then
there's an error message "Error in vector("double", length) :
vector size specified is too large". Even I wrote B exactly the same as the
one used in model1, i.e. diagonal elements 1, off-diagonal elements 0.2, the
same error message shows.
Is this error something inherited from the "glmmPQL" function that I
couldn't change, or something wrong I made so that I could make certain
modifications?
Thanks so much in advance for any kind help!
--
Best,
Vicky
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